The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (Q5413855)
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scientific article; zbMATH DE number 6291216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials |
scientific article; zbMATH DE number 6291216 |
Statements
The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (English)
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2 May 2014
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Lamperti transform
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fractional Brownian motion
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bi-fractional Brownian motion
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sub-fractional Brownian motion
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self-similarity
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stationarity
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